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Volumn 49, Issue 3, 1999, Pages 435-439

A counterexample on overtaking optimality

Author keywords

Markov decision chains; Overtaking optimality criteria

Indexed keywords


EID: 0040024227     PISSN: 14322994     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001860050059     Document Type: Article
Times cited : (13)

References (18)
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  • 5
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    • Overtaking optimality for Markov decision chains
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  • 6
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    • Denardo, E.V.1    Miller, B.L.2
  • 7
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    • Dutta PK (1991) What do discounted optima converge to? A theory of discount rate asymptotics in economic models. J. Economic Theory 55:64-94
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  • 8
    • 0004420013 scopus 로고
    • Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria
    • Fernnández-Gaucherand E, Ghosh MK, Marcus SI (1994) Controlled Markov processes on the infinite planning horizon: weighted and overtaking cost criteria. Math. Methods of Oper. Res. 39:131-155
    • (1994) Math. Methods of Oper. Res. , vol.39 , pp. 131-155
    • Fernnández-Gaucherand, E.1    Ghosh, M.K.2    Marcus, S.I.3
  • 9
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    • On optimal development in a multisector economy
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  • 10
    • 0001259333 scopus 로고
    • Average cost Markov control processes with weighted norms: Existence of canonical policies
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  • 12
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    • Infinite horizon Markov control processes with undiscounted cost criteria: From average to overtaking optimality
    • Hernández-Lerma O, Vega-Amaya O (1998) Infinite horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality. Applicationes Mathematicae 25:153-178
    • (1998) Applicationes Mathematicae , vol.25 , pp. 153-178
    • Hernández-Lerma, O.1    Vega-Amaya, O.2
  • 13
    • 0023455653 scopus 로고
    • Infinite horizon optimization for finite state Markov chain
    • Leizarowitz A (1987) Infinite horizon optimization for finite state Markov chain. SIAM J. Control Optim. 25:1601-1618
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  • 14
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    • Overtaking and almost-sure optimality for infinite horizon Markov decision processes
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  • 15
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    • Optimal strategies in a class of zero-sum ergodic stochastic games
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    • A mathematical theory of savings
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  • 18
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    • Existence of optimal programs of accumulation for an infinite horizon
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    • Von Weizsäcker, C.C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.